Just got a new Windows phone, looking for some help

I have a few questions that I'm hoping can be answered. I just got a Lumia 710, and I noticed that if I go to the 'Me' tile and swipe over to notifications, it'll display new notifications that I've received. While this is good, is there a way to have it notify me when I receive a new notification? I have the Twitter application that does, but I'm just wondering if it's possible for the phone 'Me' app to show a pop up bubble as an alert for a new notification, kind of how the Twitter and messaging application does.

Secondly, is the native Facebook application designed to not show you any notifications? Whenever someone posts on my wall or tags me in a photo I never receive any notifications. The native Twitter app does a good job at this, but I get nothing from Facebook. Also, is it possible to have a live Facebook tile?

The "Me" tile should check for updates in about 30 minute intervals I believe if you have it pinned to the startscreen. Not sure about the interval though. But I get notifications on my Me tile anyway. But they are not pushed as far as I know. The way I have set it up is going into setting on facebook and let it send me a mail for the things I want to get notified for. Then just set that mail account to "as items arrive" on the phone and then I get a push email instantly when someone posts something.

I went into the Facebook app >> Settings, and turned on the notifications (had them off by default). Although they're on, I still don't get notification from Facebook. Is it a problem with the application?